arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2002.06524stat.MLcs.LGmath.STstat.MEstat.TH

Tensor denoising and completion based on ordinal observations

University of Wisconsin – Madison(威斯康星大学麦迪逊分校)

Chanwoo Lee, Miaoyan Wang

英文摘要:

Higher-order tensors arise frequently in applications such as neuroimaging, recommendation system, social network analysis, and psychological studies. We consider the problem of low-rank tensor estimation from possibly incomplete, ordinal-valued observations. Two related problems are studied, one on tensor denoising and the other on tensor completion. We propose a multi-linear cumulative link model, develop a rank-constrained M-estimator, and obtain theoretical accuracy guarantees. Our mean squared error bound enjoys a faster convergence rate than previous results, and we show that the proposed estimator is minimax optimal under the class of low-rank models. Furthermore, the procedure developed serves as an efficient completion method which guarantees consistent recovery of an order-$K$ $(d,\ldots,d)$-dimensional low-rank tensor using only $\tilde{\mathcal{O}}(Kd)$ noisy, quantized observations. We demonstrate the outperformance of our approach over previous methods on the tasks of clustering and collaborative filtering.

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